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1.
单纯形分布非线性模型的局部影响分析及其应用   总被引:1,自引:0,他引:1  
讨论了单纯形分布非线性模型的局部影响分析问题.应用Cook(1986)的影响曲率方法研究了该模型关于微小扰动的局部影响,得到了局部影响分析的曲率度量.同时也应用PoonW Y和Poon Y S(1997)的保形法曲率方法研究了该模型的局部影响.对常见的扰动模型,分别进行了局部影响分析,得到了计算影响矩阵的简洁公式.最后还研究了两个实例,说明文中方法的应用价值.  相似文献   

2.
利用局部影响的方法对一般形式下的协方差分析模型进行了讨论.把数据点或数据子集的扰动拓展到更广泛的扰动模式并进行了局部影响评价,导出了一般形式下的协方差分析模型在方差扰动下局部影响的曲率度量.  相似文献   

3.
Bayes局部影响分析<英>   总被引:2,自引:0,他引:2  
本文从Bayes观点出发,利用Kullback-Leibler距离和微分几何方法,系统地讨论了微小扰动对于Bayes统计推断的局部影响,给出了Bayes局部影响分析的一般公式作为应用,具体讨论了线性回归模型的Bayes估计和Bayes预测的局部影响问题,数值计算的结果表明,本文的方法是比较有效的。  相似文献   

4.
该文讨论了具有一般协方差结构线性模型的局部影响分析问题. 通过对广义Cook统计量中M/c的适当选取, 文章给出了一种对扰动的参数变换具有不变性质的局部影响度量. 在具协方差扰动模式下, 该文给出了回归系数和方差系数估计、最佳线性预测的局部影响诊断统计量.该结果与数据删除法进行了比较, 并通过实例进行了分析和说明.  相似文献   

5.
本文研究具有均匀结构的多元$t$\,-模型的局部影响分析问题\bd 依据Cook的曲率度量, 我们考虑了微小扰动对统计推断的影响, 由此导出了局部影响分析中最为关心的统计量---最大曲率方向\bd作为一种应用, 本文还祥细讨论了常见的协方差加权扰动形式.  相似文献   

6.
对Hamilton-Jacobi方程设计了一个基于Runge-Kutta间断Galerkin方法的移动网格方法,并利用坏单元指示子进一步设计了一个局部移动网格方法.数值结果表明这两个方法相比均匀网格能提高数值解的质量.同时局部移动网格方法通过将网格移动局部化,在不影响精度的前提下节省了计算时间,提高了计算效率。  相似文献   

7.
史建清  韦博成 《应用数学》1995,8(2):237-245
本文从Bayes观点出发,利用Kullback-Leibler距离和微分几何方法,系统地讨论了微小扰对于Bayes统计推断的局部影响,给出了Bayes局部影响分析的一般公式,作为应用,具体讨论了线性回归模型的Bayes估计和Bayes预测的局部影响问题,数值计算的结果表明,本文的方法是比较有效的。  相似文献   

8.
基于非局部理论和表面效应模型,导出表面吸附物对微纳米材料的动力学方程,研究非局部因子和表面能对微纳米传感器振动特性的影响.结果显示,非局部因子、表面能、吸附物种类、附加刚度和基底种类对微纳米结构的振动特性有重要影响.  相似文献   

9.
非局部摩擦在几种塑性成形工艺中的应用   总被引:9,自引:0,他引:9  
为了考虑金属材料表面微凸结构对模具与工件接触区域上的非局部摩擦效应,在几种金属塑性成形加工问题中,首次采用Oden等提出的非局部摩擦定律代替经典的库仑摩擦定律,利用主应力法或工程法建立了相应问题的积微分形式的力平衡方程.在简化的情况下,采用摄动法求得接触面上接触压力在非局部摩擦下的近似解析解,并分析了影响接触压力非局部效应的相关因素.  相似文献   

10.
本文通过考察一种新影响图的保形法曲率,给出一种新二阶局部影响分析方法,并通过实例验证了该方法的有效性.  相似文献   

11.
碳市场价格呈现非线性、非平稳的复杂特性,准确预测具有较大的挑战。基于“分而治之”的思想,提出了一种基于局部回归的多尺度碳市场价格预测模型。提出的模型利用集成经验模态分解(EEMD)对碳市场价格时间序列进行分解。启发于EEMD局部特征分解的特点,对分解后的分量采用局部回归方法进行预测,然后将分量预测结果进行集成。采用的局部回归方法包括局部线性回归(LLP)、局部多项式回归、局部岭回归、局部主成分回归、局部偏最小二乘回归和局部套索回归。实验结果表明基于局部回归的多尺度预测模型具有优异的预测性能。在提出的模型中,EEMD-LLP结构简单且性能更为突出,进一步对EEMD-LLP参数的适应性进行探讨。与新近提出模型的对比结果表明了EEMD-LLP在碳市场价格预测中的有效性。  相似文献   

12.
地方总教育投资分配的博弈分析   总被引:4,自引:0,他引:4  
本文采用博弈论研究地方总教育投资分配的模型 ,该模型包含两个地方政府和一个中央政府 ,并分别为地方政府提供决策 .首先 ,描述了基本模型 ,分别给出了地方政府的效用函数 ;接着分析了地方政府同时行动时的总教育投资分配 ,然后分析了地方政府顺序行动时的总教育投资分配 ;最后给出了最优解的算法并举例说明地方政府怎样去做决策  相似文献   

13.
随着地方政府债券发行规模的扩大,地方政府债务的信用风险日益凸出。本研究以企业债信用风险缓释工具的推出为契机,借鉴结构化模型的思路和KMV模型求解违约概率的逻辑,通过Monte Carlo方法模拟地方政府的违约过程,直接测算地方政府的整体违约概率;结合简约化模型的思路测算地方政府债券的具体违约概率,计算信用风险缓释工具的理论价格,从而构建了地方政府债券信用风险缓释工具的混合定价模型。研究发现,以企业债券为标的测算出的模型理论价格与市场报价基本一致,参数的敏感性检验进一步验证了模型的理论自洽性和实证可靠性。上述结论或将为新《预算法》实施过程中地方政府债务的治理与掌控及中国区域性、系统性金融风险的防范提供新思路。  相似文献   

14.
Three types of partial hybrid finite elements are presented in order to set up a global/local finite element model for analysis of composite laminates. In the global/local model, a composite laminate is divided into three different regions: global, local, and transition regions. These are modeled using three different elements. In the global region, a 4-node degenerated plate/shell element is used to model the overall response of the composite laminate. In the local region, a multilayer element is used to predict detailed stress distribution. In the transition region, a multilayer transition element is used to smoothly connect the two previous elements. The global/local finite element model satisfies the compatibility of displacement at the boundary between the global region and the local region. It also satisfies the continuity of transverse stresses at interlaminar surfaces and traction conditions on the top and bottom surfaces of composite laminates. The global/local finite element model has high accuracy and efficiency for stress analysis of composite laminates. A numerical example of analysis of a laminated strip with free edge is presented to illustrate the accuracy and efficiency of the model.  相似文献   

15.
This paper analyzes the extent to which standard dynamic renewable resource models possess refutable implications. Both the steady state comparative static and local comparative dynamic properties of the standard model are studied. A unified framework is developed which enables one to analyze the qualitative properties of any standard renewable resource model. This is achieved by explicitly linking the local stability, steady state comparative static, and local comparative dynamic properties of the model.  相似文献   

16.
Abstract

We study the local volatility function in the foreign exchange (FX) market, where both domestic and foreign interest rates are stochastic. This model is suitable to price long-dated FX derivatives. We derive the local volatility function and obtain several results that can be used for the calibration of this local volatility on the FX option's market. Then, we study an extension to obtain a more general volatility model and propose a calibration method for the local volatility associated with this model.  相似文献   

17.
We present the AQUARS (A QUAsi-multistart Response Surface) framework for finding the global minimum of a computationally expensive black-box function subject to bound constraints. In a traditional multistart approach, the local search method is blind to the trajectories of the previous local searches. Hence, the algorithm might find the same local minima even if the searches are initiated from points that are far apart. In contrast, AQUARS is a novel approach that locates the promising local minima of the objective function by performing local searches near the local minima of a response surface (RS) model of the objective function. It ignores neighborhoods of fully explored local minima of the RS model and it bounces between the best partially explored local minimum and the least explored local minimum of the RS model. We implement two AQUARS algorithms that use a radial basis function model and compare them with alternative global optimization methods on an 8-dimensional watershed model calibration problem and on 18 test problems. The alternatives include EGO, GLOBALm, MLMSRBF (Regis and Shoemaker in INFORMS J Comput 19(4):497–509, 2007), CGRBF-Restart (Regis and Shoemaker in J Global Optim 37(1):113–135 2007), and multi level single linkage (MLSL) coupled with two types of local solvers: SQP and Mesh Adaptive Direct Search (MADS) combined with kriging. The results show that the AQUARS methods generally use fewer function evaluations to identify the global minimum or to reach a target value compared to the alternatives. In particular, they are much better than EGO and MLSL coupled to MADS with kriging on the watershed calibration problem and on 15 of the test problems.  相似文献   

18.
In this paper, the functional-coefficient partially linear regression (FCPLR) model is proposed by combining nonparametric and functional-coefficient regression (FCR) model. It includes the FCR model and the nonparametric regression (NPR) model as its special cases. It is also a generalization of the partially linear regression (PLR) model obtained by replacing the parameters in the PLR model with some functions of the covariates. The local linear technique and the integrated method are employed to give initial estimators of all functions in the FCPLR model. These initial estimators are asymptotically normal. The initial estimator of the constant part function shares the same bias as the local linear estimator of this function in the univariate nonparametric model, but the variance of the former is bigger than that of the latter. Similarly, initial estimators of every coefficient function share the same bias as the local linear estimates in the univariate FCR model, but the variance of the former is bigger than that of the latter. To decrease the variance of the initial estimates, a one-step back-fitting technique is used to obtain the improved estimators of all functions. The improved estimator of the constant part function has the same asymptotic normality property as the local linear nonparametric regression for univariate data. The improved estimators of the coefficient functions have the same asymptotic normality properties as the local linear estimates in FCR model. The bandwidths and the smoothing variables are selected by a data-driven method. Both simulated and real data examples related to nonlinear time series modeling are used to illustrate the applications of the FCPLR model.  相似文献   

19.
A mathematical model of Lagrangian motions of a particle in turbulent flows is developed on the basis of a stochastic differential equation. The model expresses uncertainties involved in turbulence by standard Brownian motion. Because the model does not guarantee smoothness of the path of the particle, local velocity is newly defined so as to be suitable for observation of a velocity time series at a fixed point. Then, it is shown that the newly defined local velocity is governed by a Gaussian distribution. In addition, an estimation method of the turbulent diffusion coefficient involved in the model is proposed by using the local velocity. The estimation method does not require tracer experiments. In order to assess the validity of the proposed local velocity, velocity measurements with three-dimensional acoustic Doppler velocimeters were conducted in agricultural drainage canals. Also, the turbulent diffusion coefficient was estimated by the derived time series of the observed local velocity. Finally, a transport equation of conservative solute is derived by using the linearity of the Kolmogorov forward equation without using gradient-type lows.  相似文献   

20.
Abstract. This paper describes the local influence assessment for parameter inferenceof a statistlcual model by using curvatures assoclated with Iota| divergence under ageneric perturbatlon scheme. The results are applied to examine the local influence instochastlc regresslon model under two perturbation schemes. An economic examp|e isanalyzed to ~llustrate results here.  相似文献   

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